RE: [Gretl-users] help
On Thu, 29 Jan 2009, Dennis van Amelsfort wrote:
That's just the problem, neither the time dummies nor the time
variable (indicating 2004, 2005 etc..) are significant..
If you'd like to send your data file (probably offlist is better)
we might be able to come up with something. From a first glance
at your results it looks as if the model is not very well
considered: the fixed effects estimator is dropping 17 variables
as perfectly collinear; I guess that means they are
time-invariant? In principle the random effects estimator can
deal with such variables, but with so many of them, I don't
know...
Allin Cottrell